CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2482 |
1.2475 |
-0.0007 |
-0.1% |
1.2452 |
| High |
1.2488 |
1.2537 |
0.0049 |
0.4% |
1.2561 |
| Low |
1.2418 |
1.2442 |
0.0024 |
0.2% |
1.2409 |
| Close |
1.2459 |
1.2525 |
0.0066 |
0.5% |
1.2525 |
| Range |
0.0070 |
0.0095 |
0.0025 |
35.7% |
0.0152 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
58,385 |
78,647 |
20,262 |
34.7% |
346,811 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2786 |
1.2751 |
1.2577 |
|
| R3 |
1.2691 |
1.2656 |
1.2551 |
|
| R2 |
1.2596 |
1.2596 |
1.2542 |
|
| R1 |
1.2561 |
1.2561 |
1.2534 |
1.2579 |
| PP |
1.2501 |
1.2501 |
1.2501 |
1.2510 |
| S1 |
1.2466 |
1.2466 |
1.2516 |
1.2484 |
| S2 |
1.2406 |
1.2406 |
1.2508 |
|
| S3 |
1.2311 |
1.2371 |
1.2499 |
|
| S4 |
1.2216 |
1.2276 |
1.2473 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2954 |
1.2892 |
1.2609 |
|
| R3 |
1.2802 |
1.2740 |
1.2567 |
|
| R2 |
1.2650 |
1.2650 |
1.2553 |
|
| R1 |
1.2588 |
1.2588 |
1.2539 |
1.2619 |
| PP |
1.2498 |
1.2498 |
1.2498 |
1.2514 |
| S1 |
1.2436 |
1.2436 |
1.2511 |
1.2467 |
| S2 |
1.2346 |
1.2346 |
1.2497 |
|
| S3 |
1.2194 |
1.2284 |
1.2483 |
|
| S4 |
1.2042 |
1.2132 |
1.2441 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2561 |
1.2409 |
0.0152 |
1.2% |
0.0092 |
0.7% |
76% |
False |
False |
69,362 |
| 10 |
1.2561 |
1.2245 |
0.0316 |
2.5% |
0.0105 |
0.8% |
89% |
False |
False |
78,061 |
| 20 |
1.2561 |
1.2225 |
0.0336 |
2.7% |
0.0098 |
0.8% |
89% |
False |
False |
76,754 |
| 40 |
1.2561 |
1.1889 |
0.0672 |
5.4% |
0.0115 |
0.9% |
95% |
False |
False |
79,305 |
| 60 |
1.2986 |
1.1889 |
0.1097 |
8.8% |
0.0112 |
0.9% |
58% |
False |
False |
53,596 |
| 80 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0100 |
0.8% |
49% |
False |
False |
40,220 |
| 100 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0084 |
0.7% |
49% |
False |
False |
32,182 |
| 120 |
1.3174 |
1.1889 |
0.1285 |
10.3% |
0.0071 |
0.6% |
49% |
False |
False |
26,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2941 |
|
2.618 |
1.2786 |
|
1.618 |
1.2691 |
|
1.000 |
1.2632 |
|
0.618 |
1.2596 |
|
HIGH |
1.2537 |
|
0.618 |
1.2501 |
|
0.500 |
1.2490 |
|
0.382 |
1.2478 |
|
LOW |
1.2442 |
|
0.618 |
1.2383 |
|
1.000 |
1.2347 |
|
1.618 |
1.2288 |
|
2.618 |
1.2193 |
|
4.250 |
1.2038 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2513 |
1.2508 |
| PP |
1.2501 |
1.2490 |
| S1 |
1.2490 |
1.2473 |
|